| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.44% | 19.47% |
| Max Drawdown | -35.11% | -64.93% |
| Sharpe | -0.02 | 0.29 |
| Sortino | -0.03 | 0.44 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 0.99 | 1.05 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 0.97 | 1.03 |
| Outlier Win Ratio | 37.9 | 2.61 |
| Outlier Loss Ratio | 3.14 | 2.7 |
| Volatility (ann.) | 15.85% | 42.69% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.17 | 0.24 |
| Skew | 2.58 | 0.62 |
| Kurtosis | 94.23 | 8.27 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.48% | 1.12% |
| Expected Yearly % | -3.79% | 9.3% |
| Kelly Criterion | -2.69% | 3.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.64% |
| Expected Shortfall (cVaR) | -1.37% | -3.64% |
| Year | 12256007:SOLUSD | 12256007:solusd:triple_med_gx:lsma265_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.18 | -0.55 | - |
| 2025 | 5.60 | -0.28 | -0.05 | - |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -7.98% | 26.39% |
| 6M | 10.16% | 38.87% |
| YTD | -0.28% | 5.6% |
| 1Y | 14.42% | 47.35% |
| 3Y (ann.) | -5.99% | 15.27% |
| 5Y (ann.) | -5.99% | 15.27% |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| Max Drawdown | -35.11% | -64.93% |
| Longest DD Days | 339.0 | 224.0 |
| Avg. Drawdown | -8.09% | -11.98% |
| Avg. Drawdown Days | 65.0 | 26.0 |
| Recovery Factor | -0.21 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-10 | -35.11 | 339 |
| 2025-05-21 | 2025-09-01 | -14.06 | 103 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-11 | 2025-05-19 | -2.41 | 8 |
| 2025-05-20 | 2025-05-21 | -1.63 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12256007:solusd:triple_med_gx:lsma265_140 | 12256007:SOLUSD |
|---|---|---|
| Best Day | 15.42% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 16.67% | 21.25% |
| Worst Week | -12.55% | -17.1% |
| Best Month | 12.96% | 41.15% |
| Worst Month | -15.34% | -36.08% |
| Best Year | -0.28% | 13.13% |
| Worst Year | -7.18% | 5.6% |
| Avg. Up Day | 1.59% | 1.6% |
| Avg. Down Day | -1.37% | -1.47% |
| Avg. Up Week | 5.58% | 10.25% |
| Avg. Down Week | -4.02% | -8.23% |
| Avg. Up Month | 7.38% | 19.75% |
| Avg. Down Month | -10.78% | -23.19% |
| Win Days % | 44.83% | 49.56% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 43.48% | 53.73% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |